-39.5%
ROL vs LVS
-19.9%
-19.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -3.2% | -3.5% | +0.3% | -2.9% |
| 30D | -4.9% | -6.2% | +1.3% | -4.5% |
| 3M | -25.8% | -14.8% | -11.0% | -25.3% |
| 6M | -37.6% | -20.9% | -16.7% | -36.9% |
| YTD | -41.5% | -33.0% | -8.4% | -40.4% |
| 1Y | -39.5% | -20.0% | -19.5% | -39.1% |
| All | -39.5% | -19.9% | -19.6% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling